+259.3%
ECHO vs ATI
+1,101.9%
-842.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.6% |
| 7D | +8.6% | +3.2% | +5.4% | +7.3% |
| 30D | +3.8% | -9.0% | +12.8% | +7.2% |
| 3M | -19.9% | +15.1% | -35.0% | -24.1% |
| 6M | -12.1% | +38.1% | -50.2% | -22.5% |
| YTD | -14.1% | +80.7% | -94.7% | -31.4% |
| 1Y | +15.9% | +167.5% | -151.6% | -20.4% |
| 3Y | +417.8% | +366.0% | +51.9% | +186.3% |
| 5Y | +259.3% | +1,088.8% | -829.5% | +54.1% |
| All | +259.3% | +1,101.9% | -842.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling